Message MarketDataSnapshotFullRefresh

FIX.4.2 Message

MarketDataSnapshotFullRefresh [type 'W']

The Market Data messages are used as the response to a Market Data Request message.

Added FIX.4.2

	Field or Component	Field Name	Req'd	Comments	Depr.

Field or Component

Field Name

Req'd

Comments

Depr.

8	BeginString	FIX.4.2 (Always unencrypted, must be first field in message)
9	BodyLength	(Always unencrypted, must be second field in message)
35	MsgType	(Always unencrypted, must be third field in message)
49	SenderCompID	(Always unencrypted)
56	TargetCompID	(Always unencrypted)
115	OnBehalfOfCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen	Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData	Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	(Can be embedded within encrypted data section.)
142	SenderLocationID	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	(Can be embedded within encrypted data section.)
122	OrigSendingTime	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen	Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData	Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support
347	MessageEncoding	Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed	The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
370	OnBehalfOfSendingTime	Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

end Component

262

MDReqID

Conditionally required if this message is in response to a Market Data Request.

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

200

MaturityMonthYear

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

205

MaturityDay

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

For Options.

For Options.

For Options.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

For Fixed Income.

Can be used to identify the security.

Must be set if EncodedIssuer field is specified and must immediately precede it.

349

EncodedIssuer

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

107

SecurityDesc

350

EncodedSecurityDescLen

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

351

EncodedSecurityDesc

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Total volume traded in this trading session for this security.

269

MDEntryType

Must be the first field in this repeating group.

270

MDEntryPx

Currency

Can be used to specify the currency of the quoted price.

271

MDEntrySize

Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2)

Market posting quote / trade. Valid values:

See Appendix C

Space-delimited list of conditions describing a quote.

277

TradeCondition

Space-delimited list of conditions describing a trade

Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

TimeInForce

For optional use when this Bid or Offer represents an order

432

ExpireDate

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

126

ExpireTime

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

110

MinQty

For optional use when this Bid or Offer represents an order

ExecInst

Can contain multiple instructions, space delimited.

287

SellerDays

OrderID

For optional use when this Bid, Offer, or Trade represents an order

299

QuoteEntryID

For optional use when this Bid, Offer, or Trade represents a quote

288

MDEntryBuyer

For optional use in reporting Trades

289

MDEntrySeller

For optional use in reporting Trades

346

NumberOfOrders

In an Aggregated Book, used to show how many individual orders make up an MDEntry

290

MDEntryPositionNo

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

Text

Text to describe the Market Data Entry. Part of repeating group.

354

EncodedTextLen

Must be set if EncodedText field is specified and must immediately precede it.

355

EncodedText

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

end Repeating Group

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)